{"created":"2025-03-01T22:51:52.744035+00:00","id":2028581,"links":{},"metadata":{"_buckets":{"deposit":"5b1b73f7-6b74-46bb-bc1f-77fc55c7aecc"},"_deposit":{"created_by":41,"id":"2028581","owner":"41","owners":[41],"pid":{"revision_id":0,"type":"depid","value":"2028581"},"status":"published"},"_oai":{"id":"oai:hiroshima.repo.nii.ac.jp:02028581","sets":["1727147343679:1730444095426:1730444117557"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_title":"Generalized VECM formulation and cointegrating rank determination by Johansen method <Articles>","subitem_title_language":"en"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Odaki, Mitsuhiro","creatorNameLang":"en"}],"familyNames":[{"familyName":"Odaki","familyNameLang":"en"}],"givenNames":[{"givenName":"Mitsuhiro","givenNameLang":"en"}]}]},"item_1617186476635":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_1617186499011":{"attribute_name":"Rights","attribute_value_mlt":[{"subitem_rights":"Copyright (c) 2011 広島大学"}]},"item_1617186609386":{"attribute_name":"Subject","attribute_value_mlt":[{"subitem_subject":"VECM","subitem_subject_scheme":"Other"},{"subitem_subject":"cointegrating rank","subitem_subject_scheme":"Other"},{"subitem_subject":"Johansen method","subitem_subject_scheme":"Other"},{"subitem_subject":"GRT","subitem_subject_scheme":"Other"},{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_1617186626617":{"attribute_name":"Description","attribute_value_mlt":[{"subitem_description":"This paper discusses the issues on what representation can be formulated based on vector autoregressions and how the cointegrating rank can be determined by the well-known Johansen method when the valid derivation of the conventional VECM is not possible. A generalized VECM representation is derived in connection with the cointegrating rank and determining the cointegrating rank by using the Johansen method is proposed under this representation. It is shown that the asymptotics and the procedure used for the rank determination under the conventional VECM are essentially applicable to the present situation.","subitem_description_language":"en"}]},"item_1617186643794":{"attribute_name":"Publisher","attribute_value_mlt":[{"subitem_publisher":"広島大学経済学会"}]},"item_1617186702042":{"attribute_name":"Language","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_1617186819068":{"attribute_name":"identifier_registration","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.15027/31587","subitem_identifier_reg_type":"JaLC"}]},"item_1617186920753":{"attribute_name":"Source Identifier","attribute_value_mlt":[{"subitem_source_identifier":"0386-2704","subitem_source_identifier_type":"ISSN"},{"subitem_source_identifier":"AN00213519","subitem_source_identifier_type":"NCID"}]},"item_1617187024783":{"attribute_name":"開始ページ","attribute_value_mlt":[{"subitem_start_page":"53"}]},"item_1617187056579":{"attribute_name":"bibliographic_information","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-07-20","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"70","bibliographicPageStart":"53","bibliographicVolumeNumber":"35","bibliographic_titles":[{"bibliographic_title":"廣島大學經濟論叢"},{"bibliographic_title":"The Hiroshima Economic Review"}]}]},"item_1617258105262":{"attribute_name":"item_1617258105262","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_1617265215918":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_1617605131499":{"attribute_name":"File","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2023-03-18"}],"displaytype":"simple","filename":"HER_35-1_53.pdf","filesize":[{"value":"1.9 MB"}],"mimetype":"application/pdf","url":{"objectType":"fulltext","url":"https://hiroshima.repo.nii.ac.jp/record/2028581/files/HER_35-1_53.pdf"},"version_id":"2601dadc-3344-41c2-ad04-728b697804ed"}]},"item_1732771732025":{"attribute_name":"旧ID","attribute_value":"31587"},"item_title":"Generalized VECM formulation and cointegrating rank determination by Johansen method <Articles>","item_type_id":"40003","owner":"41","path":["1730444117557"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2023-03-18"},"publish_date":"2023-03-18","publish_status":"0","recid":"2028581","relation_version_is_last":true,"title":["Generalized VECM formulation and cointegrating rank determination by Johansen method <Articles>"],"weko_creator_id":"41","weko_shared_id":-1},"updated":"2025-03-01T22:52:14.416001+00:00"}